Asymptotic expansions for the expected volume of a stable sausage

DOI10.1214/aop/1176990842zbMath0705.60061OpenAlexW2057465377MaRDI QIDQ918034

Sidney C. Port

Publication date: 1990

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990842

zbMATH Keywords

asymptotic expansionshitting timecompletely asymmetric processesdrift-free processstable processes with driftstable sausagestrictly stable processes

Mathematics Subject Classification ID

Probabilistic potential theory (60J45) Markov processes (60J99)

Related Items (8)

On the volume of the intersection of two independent Wiener sausages ⋮ The expected volume and surface area of the Wiener sausage in odd dimensions ⋮ A formula for the expected volume of the Wiener sausage with constant drift ⋮ Heat content and small time asymptotics for Schrödinger operators on \(\mathbb R^d\) ⋮ On the expected volume of intersection of independent Wiener sausages and the asymptotic behaviour of some related integrals ⋮ On the volume of intersection of three independent Wiener sausages ⋮ Limit theorems for a stable sausage ⋮ Asymptotic estimates of multi-dimensional stable densities and their applications

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